25 Outubro 2016, 18:29 • Ana Maria Santos Ferreira Gorjão Henriques
On the peaks-over-threshold method in extreme value theoryLaurens de Haan (Erasmus University Rotterdam and Centro de Estatística e Aplicações da UL)
November 8 (Tue.), 11:00 - Room P3.10 (Math. Building, IST, Av. Rovisco Pais, 1049-001 Lisboa)
The origin, the development and the use of the peaks-over-threshold method (in particular in higher-dimensional spaces) will be discussed as well as some issues that need clarification.